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Value at Risk
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Calculates Value at Risk (VaR) to estimate maximum potential loss at a given confidence level over a specified time horizon.
計算風險值(VaR),在給定信賴水準與指定時間區間內估算最大潛在損失。
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varriskportfolio
Calculates Value at Risk (VaR) to estimate maximum potential loss at a given confidence level over a specified time horizon.
計算風險值(VaR),在給定信賴水準與指定時間區間內估算最大潛在損失。